+29.0%
XLB vs URA
+33.4%
-4.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.7% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | +6.1% | -19.0% | +25.1% | +10.7% |
| 3M | 0.0% | -25.1% | +25.2% | +5.9% |
| 6M | 0.0% | -44.5% | +44.4% | +12.3% |
| YTD | +16.0% | -24.3% | +40.3% | +20.3% |
| 1Y | +24.7% | -28.1% | +52.9% | +30.4% |
| 3Y | +40.4% | +40.7% | -0.3% | +17.0% |
| All | +29.0% | +33.4% | -4.3% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling